Convergence of the Euler scheme for stochastic functional partial differential equations (Q1883553): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Almost sure exponential stability of neutral stochastic differential difference equations / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Higher-order implicit strong numerical schemes for stochastic differential equations / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q5524051 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4160174 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3792001 / rank | |||
Normal rank | |||
Latest revision as of 13:37, 7 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of the Euler scheme for stochastic functional partial differential equations |
scientific article |
Statements
Convergence of the Euler scheme for stochastic functional partial differential equations (English)
0 references
13 October 2004
0 references
The authors consider the discrete time approximation of stochastic partial differential equations. In particular, Euler type approximations are studied under some strong convergence criterion. The usual strong order of one half has been established under relatively general conditions, which make the result applicable in various areas in practice.
0 references
stochastic partial differential equation
0 references
linear growth condition
0 references
Euler approximation
0 references
Lyapunov function
0 references
convergence
0 references
0 references
